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You would like to combine a risky stock with a beta of 1.22 with U.S. treasury bills in such a way that the risk level

You would like to combine a risky stock with a beta of 1.22 with U.S. treasury bills in such a way that the risk level of the portfolio is equivalent to the risk level of the overall market. What percentage of the portfolio should be invested in the risky stock ? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal place, e.g.., 32.16.)

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